UVic Probability and Dynamics Seminar: Grigory Terlov

  • Date: 01/24/2023
  • Time: 14:30
Grigory Terlov (Illinois)

University of Victoria


Stein’s method for conditional central limit theorem


It is common in probability theory and statistics to study distributional convergences of sums of random variables conditioned on another such sum. In this talk I will present a novel approach using Stein’s method for exchangeable pairs that allows to derive a conditional central limit theorem of the form $(X_n|Y_n = k)$ with explicit rate of convergence as well as its extensions to a multidimensional setting. We will apply these results to particular models including pattern counts in a random binary sequence and subgraph counts in Erdös-Rényi random graph. This talk is based on joint work with Partha S. Dey.

Other Information: 

Date: 2:30pm on 24/1/2023

Place: DSB C128